Marshall is a fifth generation US Marshal. He's also Mary's partner.
This character is well-versed in the world; he knows a little bit about everything, which comes in handy when he and Mary are working on a case; or when they need some comic relief after a hard day at the office.
Mary: Another day, another dollar.
Marshall: You gotta raise?
Marshall: You are in a different kind of mood this morning.
Mary: Actually, I'm in a really good mood. Which is kind of weird considering where I was 48 hours ago. Then I had a witness off herself and, like that is not bad enough, I've got to play second fiddle to a knucklehead like you.
Marshall: Thanks for lumping me in with kidnapping, attempted rape and suicide. Can't tell you how much that means.